+1,380.3%
LITE vs BURL
+95.5%
+1,284.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +7.7% | -15.6% | -10.8% |
| 7D | -31.4% | +10.4% | -41.8% | -34.3% |
| 30D | -42.6% | -4.9% | -37.6% | -41.7% |
| 3M | -26.2% | -29.8% | +3.5% | -15.6% |
| 6M | -35.8% | -16.5% | -19.3% | -33.8% |
| YTD | +70.0% | -10.5% | +80.6% | +70.1% |
| 1Y | +232.7% | -5.3% | +238.1% | +220.5% |
| All | +1,380.3% | +95.5% | +1,284.7% | +1,219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling